+106.8%
FAST vs NVT
+425.5%
-318.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.4% |
| 7D | +1.3% | +10.4% | -9.1% | -1.1% |
| 30D | -4.7% | -1.3% | -3.5% | -4.7% |
| 3M | +7.9% | -0.6% | +8.6% | +7.1% |
| 6M | +7.4% | +53.8% | -46.3% | -5.9% |
| YTD | +25.1% | +60.2% | -35.1% | +7.9% |
| 1Y | +4.7% | +76.8% | -72.1% | -13.1% |
| 3Y | +94.7% | +191.2% | -96.5% | +27.3% |
| 5Y | +106.8% | +430.9% | -324.2% | -0.8% |
| All | +106.8% | +425.5% | -318.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling